Truncated moment-generating functions of the \(NIG\) process and their applications (Q4975320)
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scientific article; zbMATH DE number 6756837
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| English | Truncated moment-generating functions of the \(NIG\) process and their applications |
scientific article; zbMATH DE number 6756837 |
Statements
Truncated moment-generating functions of the NIG process and their applications (English)
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4 August 2017
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normal-inverse Gaussian process Lévy process
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truncated moment-generating function
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option pricing
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Humbert series
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0.7412976026535034
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0.7343443632125854
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0.7185728549957275
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0.7166732549667358
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0.713054358959198
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